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TSS

Two Sigma Securities Portfolio holdings

AUM $861M
1-Year Est. Return 21.33%
This Fund
S&P 500
This Quarter Est. Return
+12.93%
1 Year Est. Return
+21.33%
3 Year Est. Return
+86.85%
5 Year Est. Return
+97.02%
10 Year Est. Return
+293.06%
AUM
$4.46B
AUM Growth
+$16.1M
Cap. Flow
-$939M
Cap. Flow %
-21.05%
Top 10 Hldgs %
51.39%
Holding
1,886
New
614
Increased
290
Reduced
406
Closed
551

Top Buys

Rank Stock Value
1
DHR.PRA
Danaher Corporation 4.75% Mandatory Convertible Preferred Stock, Series A
DHR.PRA
+$31.3M
2
QTS.PRB
QTS Realty Trust, Inc. 6.50% Series B Cumulative Convertible Perpetual Preferred Stock
QTS.PRB
+$11.3M
3
DCUE
Dominion Energy, Inc. 2019 Series A Corporate Units
DCUE
+$8.8M
4
AAPL icon
Apple
AAPL
+$8.31M
5
MSFT icon
Microsoft
MSFT
+$5.97M

Top Sells

Rank Stock Value
1
IVV icon
iShares Core S&P 500 ETF
IVV
+$97.8M
2
BDXA
Becton, Dickinson and Company Depositary Shares, each Representing a 1/20th Interest in a Share of 6
BDXA
+$32.7M
3
IWM icon
iShares Russell 2000 ETF
IWM
+$26.9M
4
FTV.PRA
Fortive Corporation 5.00% Mandatory Convertible Preferred Stock, Series A
FTV.PRA
+$26M
5
CCI.PRA
Crown Castle International Corp. 6.875% Mandatory Convertible Preferred Stock, Series A
CCI.PRA
+$17.7M

Sector Composition

Rank Sector Weight
1 Technology 0.74%
2 Financials 0.61%
3 Utilities 0.59%
4 Consumer Discretionary 0.41%
5 Healthcare 0.32%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
PVG
1851
DELISTED
PRETIUM RESOURCES INC.
PVG
– –
-22,532
Closed -$128K
FMO
1852
DELISTED
Fiduciary/Claymore Energy Infrastructure Fund
FMO
– –
-4,013
Closed -$25K
KSU
1853
DELISTED
Kansas City Southern
KSU
– –
-3,141
Closed -$442K
TLGT
1854
DELISTED
Teligent, Inc
TLGT
– –
-1,257
Closed -$4K
QTS
1855
PUT
DELISTED
QTS REALTY TRUST, INC.
QTS
– –
-64,500
Closed -$3.74M
ALXN
1856
CALL
DELISTED
Alexion Pharmaceuticals
ALXN
– –
-6,400
Closed -$575K
FTV.PRA
1857
DELISTED
Fortive Corporation 5.00% Mandatory Convertible Preferred Stock, Series A
FTV.PRA
– –
-36,101
Closed -$26M
STAY
1858
DELISTED
Extended Stay America, Inc. Paired Share Unit
STAY
– –
-15,792
Closed -$115K
QEP
1859
DELISTED
QEP RESOURCES, INC.
QEP
– –
-57,966
Closed -$19K
IBDL
1860
DELISTED
iShares iBonds Dec 2020 Term Corporate ETF
IBDL
– –
-19,547
Closed -$493K
MLPI
1861
DELISTED
UBS E-TRACS Alerian MLP Infrastructure ETN
MLPI
– –
-44,466
Closed -$362K
HTZ
1862
CALL
DELISTED
Hertz Global Holdings, Inc.
HTZ
– –
-13,400
Closed -$83K
ZN
1863
DELISTED
Zion Oil & Gas, Inc.
ZN
– –
-27,656
Closed -$5K
HCR
1864
DELISTED
Hi-Crush Inc. Common Stock
HCR
– –
-14,396
Closed -$3K
RTW
1865
DELISTED
RTW Retailwinds, Inc.
RTW
– –
-49,715
Closed -$10K
CHK
1866
DELISTED
Chesapeake Energy Corporation
CHK
– –
-496
Closed -$17K
EQM
1867
DELISTED
EQM Midstream Partners, LP
EQM
– –
-11,031
Closed -$130K
CORV
1868
DELISTED
Correvio Pharma Corp. Ordinary Shares (Canada)
CORV
– –
-10,437
Closed -$4K
AGN
1869
CALL
DELISTED
Allergan plc
AGN
– –
-3,000
Closed -$531K
BDXA
1870
DELISTED
Becton, Dickinson and Company Depositary Shares, each Representing a 1/20th Interest in a Share of 6
BDXA
– –
-625,000
Closed -$32.7M
RTN
1871
CALL
DELISTED
Raytheon Company
RTN
– –
-5,000
Closed -$656K
RTN
1872
PUT
DELISTED
Raytheon Company
RTN
– –
-2,000
Closed -$262K
DGAZ
1873
DELISTED
VelocityShares 3x Inverse Natural Gas ETN linked to the S&P GSCI Natural Gas Index Excess Return
DGAZ
– –
-954
Closed -$320K
OIBR.C
1874
DELISTED
OI S.A. American Depositary Shares, each representing five shares of common stock
OIBR.C
– –
-10,813
Closed -$5K
DISH
1875
PUT
DELISTED
DISH Network Corp.
DISH
– –
-10,000
Closed -$200K
72 73 74
75
76

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Two Sigma Securities's Q2 2020 Portfolio in Review

As of Q2 2020, Two Sigma Securities held 1,886 positions worth $4.46B, up 0.36% from $4.44B the previous quarter. Its ten largest holdings account for 51% of the portfolio.

Two Sigma Securities withdrew a net $939M in Q2 2020, closing 551 positions and reducing 406 holdings. Its most notable exit was Becton, Dickinson and Company Depositary Shares, each Representing a 1/20th Interest in a Share of 6, an estimated $32.7M position sold in full.

By sector, the portfolio is most concentrated in Technology at 0.74% of assets, up from 0.58% a quarter earlier, followed by Financials and Utilities.

Against the trend, Two Sigma Securities opened a new position in Danaher Corporation 4.75% Mandatory Convertible Preferred Stock, Series A worth $33.1M.

  • Two Sigma Securities's largest Q2 2020 buy was Danaher Corporation 4.75% Mandatory Convertible Preferred Stock, Series A: 26,511 shares worth $33.1M.
  • Two Sigma Securities added most to QTS Realty Trust, Inc. 6.50% Series B Cumulative Convertible Perpetual Preferred Stock in Q2 2020, an estimated $11.3M increase.
  • Two Sigma Securities's biggest Q2 2020 reduction was iShares Core S&P 500 ETF, cutting an estimated $97.8M.
  • Two Sigma Securities fully exited Becton, Dickinson and Company Depositary Shares, each Representing a 1/20th Interest in a Share of 6 in Q2 2020, selling an estimated $32.7M.
  • Two Sigma Securities's ten largest holdings make up 51% of its $4.46B portfolio in Q2 2020.
  • Two Sigma Securities opened 614 new positions and closed 551 in Q2 2020.
  • Two Sigma Securities's portfolio value rose 0.36% quarter-over-quarter to $4.46B.

Based on Two Sigma Securities's 13F filing for Q2 2020, filed 14 Aug 2020.